A note on including time-dependent covariate in regression model for competing risks data

Biom J. 2005 Dec;47(6):807-14. doi: 10.1002/bimj.200410152.


Recently, regression analysis of the cumulative incidence function has gained interest in competing risks data analysis, through the model proposed by Fine and Gray (JASA 1999; 94: 496-509). In this note, we point out that inclusion of time-dependent covariates in this model can lead to serious bias. We illustrate the problems arising in such a context, using bone marrow transplant data as a working example and numerical simulations. Practical advices are given, preventing the misuse of this model.

MeSH terms

  • Algorithms
  • Analysis of Variance
  • Bias
  • Bone Marrow Transplantation / mortality
  • Bone Marrow Transplantation / statistics & numerical data
  • Child
  • Graft vs Host Disease / mortality
  • Humans
  • Leukemia / therapy
  • Longitudinal Studies
  • Models, Statistical*
  • Monte Carlo Method
  • Probability
  • Proportional Hazards Models
  • Recurrence
  • Regression Analysis
  • Risk Assessment / statistics & numerical data*
  • Survival Analysis
  • Survival Rate